AUM
$2.1M
Audited
Delta Neutral
Delta Neutral focuses on relative value opportunities across highly liquid pairs. It aims to smooth returns by keeping directional beta constrained while exploiting mean reversion and spread dislocations.
Type
Market Neutral
Risk
Low
Total Return
+94.7%
Edge profile
Cross-venue pair mispricing detection
Low-beta portfolio construction
Tighter volatility targets
Risk and execution metrics
Win Rate
74.1%
Volatility
5.8%
Profit Factor
3.12x
Trades / Week
42
Sharpe
3.12
Max DD
-4.2%